Equation-free, coarse-grained multiscale computation: enabling microscopic simulators to perform system-level analysis
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Publication:2583396
bifurcationcomputer-aided multiscale analysisdiffusion equationevolution equationsfinite difference methodkinetic Monte Carlolattice Boltzmannmolecular dynamicsnumerical examples
Nonlinear ordinary differential equations and systems (34A34) Heat equation (35K05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)
Abstract: We present and discuss a framework for computer-aided multiscale analysis, which enables models at a "fine" (microscopic/stochastic) level of description to perform modeling tasks at a "coarse" (macroscopic, systems) level. These macroscopic modeling tasks, yielding information over long time and large space scales, are accomplished through appropriately initialized calls to the microscopic simulator for only short times and small spatial domains. Our equation-free (EF) approach, when successful, can bypass the derivation of the macroscopic evolution equations when these equations conceptually exist but are not available in closed form. We discuss how the mathematics-assisted development of a computational superstructure may enable alternative descriptions of the problem physics (e.g. Lattice Boltzmann (LB), kinetic Monte Carlo (KMC) or Molecular Dynamics (MD) microscopic simulators, executed over relatively short time and space scales) to perform systems level tasks (integration over relatively large time and space scales,"coarse" bifurcation analysis, optimization, and control) directly. In effect, the procedure constitutes a systems identification based, "closure on demand" computational toolkit, bridging microscopic/stochastic simulation with traditional continuum scientific computation and numerical analysis. We illustrate these ideas through examples from chemical kinetics (LB, KMC), rheology (Brownian Dynamics), homogenization and the computation of "coarsely self-similar" solutions, and discuss various features, limitations and potential extensions of the approach.
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